Last price paid | 1.13 | |
Change | -10.32% [ -0.13 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.06.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 11.03.2024 |
Last trading | 19.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +132.22% |
Year to date (YTD) | n.a. |
1 month | +14.14% |
3 months | +85.25% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.45 |
Underlying price on issue | 11'479.55 |
Premium | 0.02% |
Premium p.a. | 0.06% |
Leverage | 16.05 |
Implied volatility | 0.13 |
ISIN | CH1305141553 |
Symbol | SMI1RZ |
Security | 130514155 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | SMI Swiss Market Index Price Index, CH0009980894 |
Underlying ISIN | CH0009980894 |
Strike | 11'700.00 |
C/P type | call |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 500 |
Value day | 04.03.2024 |
Premium | 1.64% |
Premium p.a. | 6.42% |
Leverage | 23.02 |
Implied volatility | 12.72% |
Moneyness | in-the-money |
Leverage | 16.0495 |
Delta | 0.6973 |
Gamma | 0.0000 |
Theta | -0.0035 |
Rho | 0.0412 |
Vega | 0.0424 |
Fair value | 0.39 |
Intrinsic value | n.a. |
Break-even | 12'222.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 260.70 |
Lonza Group | 487.40 |
Sika AG | 258.90 |
SONOVA HLDG N | 272.50 |
NOVARTIS N | 96.17 |
Name | Price |
---|---|
Compagnie Financi... | 142.05 |
ROCHE GS | 250.40 |
Partners Group Ho... | 1'138.50 |
UBS | 26.21 |
Swiss Re | 111.25 |